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auctions / 5Y / 2009-02-10

Official Result (MOF)

Auction Date2009-02-10
Issue Date2009-02-16
IssueJGB (5-Year) No. 80(new)
Coupon (%)0.8%
Maturity2013-12-20
Methodprice conventional
Offering¥2T
Competitive Bids¥5.5T
Accepted Amount¥1.8T
Lowest Accepted Price100.26(0.744%)
Weighted Avg Price100.28(0.740%)
Allotment Ratio
Non-competitive I¥183.1B
Non-competitive II¥200M

Source: https://www.mof.go.jp/jgbs/reference/appendix/jgb_historical_data.xls

Offering Terms (from MOF notice) documents →

Official name利付国庫債券(5年)(第80回)
Legal basis平成20年度における公債の発行の特例に関する法律(平成20年法律第24号)第2条第1項並びに特別会計に関する法律(平成19年法律第23号)第46条第1項、第47条及び第62条第1項
Coupon dates毎年6月20日及び12月20日
Planned amount¥2T
Bid deadline2009-02-10 12:00
Payment date2009-02-16
Non-competitive IIheld
Price terms

Derived Metrics calc auction-v1 / auction-v2

ThisPrevavg (12)minmaxz
Bid/Cover3.053.253.002.343.99+0.13
Tail (sen)214112-0.58
Non-competitive take-up9.2%21.0%
GradeB (score +0.36)(z(B/C) − z(tail))/2 bucketed A(≥1)/B(≥0.3)/C/D(≤−0.3)/E(≤−1), vs last 12 same-tenor
Yield tail (bp)0.40.2

Same-tenor Auction History

3.004.002008-022008-062008-102009-02
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2009-02-10JGB (5-Year) No. 803.0520.740
2009-01-14JGB (5-Year) No. 793.2510.723
2008-12-09JGB (5-Year) No. 782.4840.889
2008-11-11JGB (5-Year) No. 773.3210.939
2008-10-16JGB (5-Year) No. 763.0431.193
2008-09-09JGB (5-Year) No. 753.1521.110
2008-08-20JGB (5-Year) No. 742.7021.037
2008-07-08JGB (5-Year) No. 733.9931.254
2008-06-10JGB (5-Year) No. 723.10121.534
2008-05-15JGB (5-Year) No. 712.9091.300
2008-04-10JGB (5-Year) No. 702.34120.814
2008-03-11JGB (5-Year) No. 702.5310.762
2008-02-13JGB (5-Year) No. 693.1420.887